+377.3%
CSCO vs XYL
+140.7%
+236.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | 0.0% | +0.8% | -0.9% | -0.4% |
| 30D | -10.7% | -10.8% | +0.1% | -6.3% |
| 3M | -8.7% | -2.5% | -6.2% | -8.2% |
| 6M | +44.9% | -12.2% | +57.1% | +52.1% |
| YTD | +44.1% | -20.1% | +64.2% | +57.1% |
| 1Y | +65.9% | -20.6% | +86.5% | +80.9% |
| 3Y | +109.0% | +17.3% | +91.7% | +85.4% |
| 5Y | +114.8% | -14.5% | +129.3% | +116.3% |
| 10Y | +377.3% | +150.2% | +227.1% | +187.4% |
| All | +377.3% | +140.7% | +236.6% | +187.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling